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arm

My solutions to the exercises in "Data Analysis Using Regression and Multilevel/Hierarchical Models" by Andrew Gelman and Jennifer Hill

bagged.cluster.ets

Method developed by Tiago Dantas and Fernando Cyrino Oliveira that combines Bagging, Clusters and ETS to produce highly accurate time series forecasts

bbplot

R package that helps create and export ggplot2 charts in the style used by the BBC News data team

cv

My CV built using RMarkdown and the pagedown package.

data-science--cheat-sheet

Cheat Sheets

datasharing

The Leek group guide to data sharing

eanalytics

Dynamic Web-based Analytics for the Energy Industry

electricitymap-contrib

A real-time visualisation of the CO2 emissions of electricity consumption

eneco

Corrections for ENECO paper

eve_electricity_challenge

frequencyconnectedness

Spectral decomposition of spillover measures

github-slideshow

A robot powered training repository :robot:

highfrequency

The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to manage, clean and match highfrequency trades and quotes data. Furthermore, it enables users to: calculate easily various liquidity measures, estimate and forecast volatility, and investigate microstructure noise and intraday periodicity.

lassovar

Estimation and forecasting of VAR model with the Lasso

markdown-portfolio

msc_economics_thesis_2019

MSc Economics Thesis (2019)

panelpomp

R package for statistical inference using panelPOMPs (panel Partially Observed Markov Processes)

r-finance-2015-mscp

The code for the Markov Switching model with constant transition probabilities shiny app in my R/Finance 2015 presentation. The app is online here: https://mattbrigida.shinyapps.io/MSCP/

sdgatlas2018

Replication code for the World Bank Atlas of Sustainable Development Goals 2018

spatialelecmod

Spatial Electricity Models in R

spillpap

Computation of Connectedness indices as in Diebold & Yilmaz, and Baruník & Křehlík

tidytuesday

time-series-analysis-of-inflation-rates-using-shinydashboard

This project will aim at studying and analyzing the inflation rates of countries globally. The dataset is a public dataset downloaded from International Monetary Fund(IMF) which consists of the inflation rates of countries from 1980 to 2017 and the projected inflation rates of the countries till 2022. Finally I will be producing a dashboard build in R to visualize and analyze the inflation rates.

timeseries_sp500_r

topojson

vol_prediction

Realized Volatility Forecasting modeling